黄伟哥，中南财经政法大学文澜学院副教授，于2019年获得美国天普大学经济学博士学位，主要研究领域包括量化金融、机器学习、行为金融、加密货币、微观计量经济学、环境经济学、劳动经济学等，已在Oxford Bulletin of Economics and Statistics, Journal of Economics, Singapore Economic Review等期刊发表论文16篇，担任Journal of Applied Econometrics和Journal of Mathematical Finance等期刊审稿人。

 

科研兴趣
量化金融，机器学习，行为金融，加密货币，微观计量经济学，环境经济学，劳动经济学

 

高等教育
2019，天普大学，博士，经济学
2013，深圳大学，硕士，金融
2009，南方医科大学，本科，医学检验

 

工作经历
2022 - 至今，中南财经政法大学，文澜学院，副教授
2019 - 2022，中南财经政法大学，文澜学院，助理教授

 

授课情况
中南财经政法大学文澜学院
量化投资与金融计量（研究生）
金融计量
金融科技（研究生）
经济与金融前沿（研究生）
金融经济学（研究生）
 

天普大学 (美国)
宏观经济学原理
微观经济学原理
中级宏观经济分析

 

获奖情况
Doctoral Dissertation Completion Grant，天普大学，2019春
The Lacy H. Hunt Research Fellowship，天普大学，2018夏
Teaching & Research Assistantship，天普大学，2014.09 - 2018.05

 

审稿服务
Journal of Applied Econometrics, Journal of Mathematical Finance

 

科研项目
主持项目：
1. 中央高校基本科研业务费青年教师创新项目：中美股市对新冠疫情不同反应对比分析-基于投资者情绪视角，2021。
2. 中南财经政法大学引进人才科研启动金项目：分解北美与欧洲的投资组合收益差距，2020。

参与项目：
1. 自科面上项目，在研，关联性交叉持股对产业链现代化的影响及作用机制：理论与中国经验，重要参与人 (项目 主持人：帅杰)。
2. 自科面上项目，在研，金融科技创新与监管的机制设计研究，重要参与人 (项目主持人：龚强)。
3. 自科面上项目，在研，跨媒体环境下数据驱动的鲁棒投资组合优化研究，重要参与人 (项目主持人：吴雷)。
4. 中央高校基本科研项目，在研，能耗“双控”目标下异质性产业的逆向创新动态路径优化研究：理论与中国经 验，参与人（项目主持人：陈泰良）。

 

研究成果
已发表论文
[1] "Digesting Three-factor Model." Singapore Economic Review, 2022. (SSCI & ABDC, 独立作者)
[2] "Spatial Patterns, Drivers and Heterogeneous Effects of PM2.5: Experience from China," with Xufeng Cui, Wei Deng and Chengye Jia. Polish Journal of Environmental Studies, 2022. (SCI, 同等贡献)
[3] "Predicting Option Prices and Volatility with High Frequency Data using Neural Network," with Hua Wang. BOHR International Journal of Finance and Market Research, 2022. (第一作者)
[4] "Examining the Effects of Vocabulary on Crowdfunding Success: A Comparison of Cultural and Commer cial Campaigns," with Xiang Gao, Bin Li and Sunghan RYU. Asia Pacific Journal of Information Systems, 2022. (Scopus & ABDC, 同等贡献)
[5] "Optimal Regional Insurance Provision: Do Federal Transfers Complement Local Debt?" with Darong Dai, Liqun Liu, Guoqiang Tian. Journal of Economics, 2022. (SSCI & ABDC, 通讯作者)
[6] "What Causes Differences in PM2.5 Concentration in China? Structures Are More Important," with Chengye Jia. The Economics and Finance Letters, 2022. (ESCI, 通讯作者)
[7] "Evaluating Hierarchical Equal Risk Contribution Portfolios in the Chinese Stock Market," with Xiang Gao. Journal of Mathematical Finance, 2022. (第一作者)
[8] "Effects of Sentiment and Emotion of Campaign Pitch on Crowdfunding Performance: A Cross-cultural Comparison," with Xiang Gao and Sunghan RYU. Journal of Research in Emerging Markets, 2021. (同等贡献)
[9] "LASSO-Based High-Frequency Return Predictors for Profitable Bitcoin Investment," with Xiang Gao. Applied Economics Letters, 2021. (SSCI & ABDC, 第一作者)
[10] "Sign Prediction and Sign Regression." Journal of Investment Strategies, 2021. (ESCI, 独立作者)
[11] "Financial Twitter Sentiment Predicts Bitcoin Return and Volatility in High-frequency," with Xiang Gao and Hua Wang. Virtual Economics, 2021. (Scopus, 通讯作者)
[12] "Trading Volume and Serial Correlation in Crude Oil Futures Returns," with Hua Wang. International Journal of Financial Engineering, 2021. (ESCI & ABDC, 通讯作者)
[13] "Neural Network Predictions Can Be Misleading: Evidence From Predicting Crude Oil Futures Prices," with Hua Wang. E3S Web of Conferences 253, 02015 (EEM 2021). (第一作者)
[14] "Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility," with Brantly Callaway. Oxford Bulletin of Economics and Statistics, 2020. (SSCI & SCI & ABDC, 通讯作者)
[15] "Decomposing Differences in Quantile Portfolio Returns between North America and Europe Using Recentered Influence Function Regression." The International Journal of Business Management and Technology, 2019. (独立作者)
[16] "Local Intergenerational Elasticities," with Brantly Callaway. Economics Bulletin, 2019. (ESCI & ABDC, 通讯作者)
工作论文
[1] "Decomposing Differences in Portfolio Returns Between North America and Europe."
[2] "Time of Birth Matters: A Political Perspective," with Afrouz Azadikhah Jahromi.
[3] "Bayesian Distribution Regression," with Emmanuel S. Tsyawo.
[4] "Semiparametric Estimation of Oaxaca-Blinder Decompositions with Continuous Groups," with Brantly Callaway.
[5] "Portfolio Constructions in Cryptocurrencies," with Chengye Jia and Yan Yan.
[6] "Drivers of PM2.5 in China Based on Machine Learning Approaches," with Chengye Jia and Xufeng Cui.
[7] "Exploring the Multi-dimensional Coordination Relationship between Population Urbanization and Land Urbanization Based on the MDCE Model: A Case Study of the Yangtze River Economic Belt, China" with Xufeng Cui et al.
[8] "Intergenerational Education Mobility: A Machine Learning Perspective," with Xiang Gao.
[9] "A nomogram to predict upgrade to phyllodes tumor in breast fibroepithelial lesions diagnosed by core needle biopsy," with Jiannan Wei et al.
[10] "Forecasting Bitcoin Futures Contracts: A LASSO-BMA Two-Step Procedure for Predictor Selection," with Xiang Gao.
[11] "Volume and Persistence of Returns in Cryptocurrencies," with Yan Yan.
[12] "Can Persistence in Trading Volume Predict Volatility in Cryptocurrencies?" with Yan Yan.
[13] "Educational attainment matters most: intergenerational income mobility revisited," with Yan Yan.
[14] "Predicting Cryptocurrency Returns via Correlation Matrices," with Yan Yan.
[15] "Comments on Estimation of Transition Matrices," with Chengye Jia.
[16] "Portfolio Allocation with Medical Expenditure Risk—A Life Cycle Model and Machine Learning Analysis," with You Du.
[17] "The Heterogeneous Effects of First Child on Women's Income," with Afrouz Azadikhah Jahromi and Brantly Callaway. 
[18] "Why Stock Returns Are Different Across Countries: Risks or Risk Premia?"